-5.1%
COF vs PTEN
+79.8%
-84.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.4% | +8.2% | -2.3% |
| 7D | +0.7% | -15.5% | +16.2% | -1.2% |
| 30D | +5.7% | -7.8% | +13.5% | +4.9% |
| 3M | -6.7% | +6.4% | -13.1% | -5.3% |
| 6M | +9.5% | -11.9% | +21.3% | +10.1% |
| YTD | -13.9% | +79.4% | -93.3% | -21.0% |
| 1Y | -5.1% | +84.9% | -90.0% | -13.6% |
| All | -5.1% | +79.8% | -84.9% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PTEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling